In what order does Apache load conf files and which ones?

The order is alphabetical. It only loads what the Include path specifies. In the case of Include conf.d/*.conf apache will load all files with names ending in .conf.

This is an extract from Apache Documentation :

Shell-style (fnmatch()) wildcard characters can be used to include several files at once, in alphabetical order. In addition, if Include points to a directory, rather than a file, Apache will read all files in that directory and any subdirectory. But including entire directories is not recommended, because it is easy to accidentally leave temporary files in a directory that can cause httpd to fail.